PAPERS FROM 2008
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| Garey Ramey (October 1, 2008) Exogenous vs. Endogenous Separation |
| Brendan Beare (September 22, 2008) Copulas and Temporal Dependence |
| Ross M. Starr (August 19, 2008) Commodity Money in a Convex Trading Post Sequence Economy |
| Vincent P. Crawford and Juanjuan Meng (July 23, 2008) New York City Cabdrivers' Labor Supply Revisited: Reference-Dependence Preferences with Rational-Expectations Targets for Hours and Income |
| Ivana Komunjer (April 1, 2008) Global Identification of the Semiparametric Box-Cox Model |
| Arnaud Costinot (March 1, 2008) A Comparative Institutional Analysis of Agreements on Product Standards |
| Ivana Komunjer (March 1, 2008) Global Identification In Nonlinear Semiparametric Models |
| Arnaud Costinot (February 1, 2008) Jobs, Jobs, Jobs: A "New" Perspective on Protectionism |
| Irina Telyukova (January 3, 2008) Household Need for Liquidity and the Credit Card Debt Puzzle |
| Ross M. Starr (January 1, 2008) Mengerian Saleableness and Commodity Money in a Walrasian Trading Post Example |
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PAPERS FROM 2007
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| Ross M. Starr (December 21, 2007) Commodity Money Equilibrium in a Convex Trading Post Economy with Transaction Costs |
| Arnaud Costinot (December 1, 2007) Heterogeneity and Trade |
| Ivana Komunjer and MICHAEL OWYANG (November 1, 2007) Multivariate Forecast Evaluation And Rationality Testing |
| Ivana Komunjer and Federico Echenique (October 1, 2007) A Test For Monotone Comparative Statics |
| Arnaud Costinot (September 1, 2007) On the Origins of Comparative Advantage |
| Ross M. Starr (July 5, 2007) Equilibrium and Media of Exchange in a Convex Trading Post Economy With Transaction Costs |
| Ivana Komunjer (July 1, 2007) Global Identification In Nonlinear Semiparametric Models |
| Sunil Kanwar (July 1, 2007) Intellectual Property Protection and Technology Transfer: Evidence From US Multinationals |
| Michael Noel (June 5, 2007) Do Gasoline Prices Resond Asymmetrically to Cost Shocks? The Confounding Effect of Edgeworth Cycles |
| Michael Noel and Emek Basker (June 1, 2007) The Evolving Food Chain: Competitive Effects of Wal-Mart's Entry Into The Supermarket Industry |
| Marc-Andreas Muendler (February 1, 2007) Labor Reallocation in Response to Trade Reform |
| Ross M. Starr (February 1, 2007) Equilibrium and Media of Exchange in A Convex Trading Post Economy with Transaction Cost |
| Marc-Andreas Muendler (January 16, 2007) Trade and Workforce Changeover in Brazil |
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PAPERS FROM 2006
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| Marc-Andreas Muendler and Sascha O. Becker (December 1, 2006) Margins of Multinational Labor Substitution |
| Naerico Aquino Menezes Filho, Marc-Andreas Muendler, and Garey Ramey (November 26, 2006) The Structure of Worker Compensation in Brazil, With a Comparison to France and the United States |
| Marc A. Muendler and Sascha O. Becker (November 1, 2006) The Effect of FDI on Job Separation |
| Ivana Komunjer and Quang Vuong (October 1, 2006) Efficientt Conditional Quantile Estimation: The Time Series Case |
| Arnaud Costinot and Ivana Komunjer (October 1, 2006) What Good Do Countries Trade? New Ricardian Predictions |
| Arnaud Costinot and Ivana Komunjer (October 1, 2006) What Goods Do Countries Trade? New Ricardian Predictions |
| Garey Ramey and Shigeru Fujita (September 25, 2006) The Cyclicality of Job Loss and Hiring |
| Garey Ramey and Shigeru Fujita (July 10, 2006) Job Matching and Propagation |
| Richard T. Carson and Jordan J. Louviere (July 1, 2006) Statistical Properties of Consideration Sets |
| Richard Carson, CLIVE W. GRANGER, Jeremy Jackson, and Wolfram Schlenker (July 1, 2006) Fisheries Management Under Cyclical Population Dynamics |
| Arnaud Costenot (July 1, 2006) Jobs, Jobs, Jobs: A New Perspective on Protectionism |
| Ross M. Starr (June 1, 2006) Equilibrium and Media of Exchange in a Convex Trading Post Economy with Transaction Costs |
| Ross M. Starr (June 1, 2006) Commodity Money Equilibrium in a Walrasian Trading Post Model: An Example |
| D N. Politis (May 1, 2006) Can the Stock Market be Linearized? |
| Marc-Andreas Muendler (April 18, 2006) Margins of Multinational Labor Substitution |
| Joel Watson (February 1, 2006) Contract and Mechanism Design in Settings with Multi-Period Trade |
| Joel Watson (February 1, 2006) Contract and Game Theory: Basic Concepts for Settings with Finite Horizons |
| Joel Watson and Jesse Bull (February 1, 2006) Hard Evidence and Mechanism Design |
| Joel Watson (February 1, 2006) Contract, Mechanism Design, and Technological Detail |
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PAPERS FROM 2005
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| Julian Betts and John E. Roemer (December 1, 2005) Equalizing Opportunity for Racial and Socioeconomic Groups in the United States Through Educational Finance Reform |
| Marc-Andreas Muendler (December 1, 2005) Rational Transparency Choice in Financial Market Equilibrium¤ |
| Naercio Aquino Menezes Filhoz, Marc-Andreas Muendler, and Garey Ramey (December 1, 2005) The Structure of Worker Compensation in Brazil, With a Comparison to France and the United States¤ |
| Vincent P. Crawford and Nagore Iriberri (November 1, 2005) Level-k Auctions: Can a Non-Equilibrium Model of Strategic Thinking Explain the Winner's Curse and Overbidding in Private-Value Auctions? |
| Yixiao X. Sun, Peter C. B. Phillips, and Sainan Jin (October 1, 2005) Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ |
| Yixiao X. Sun (October 1, 2005) Estimation and Inference in Panel Structure Models |
| Marc-Andreas Muendler (September 1, 2005) Risk Neutral Investors Do Not Acquire Information¤ |
| Marc-Andreas Muendler (September 1, 2005) The Action Value of Information and the Natural Transparency Limit¤ |
| Shigeru Fujita and Garey Ramey (August 1, 2005) The Dynamic Beveridge Curve |
| ROSS M. STARR (August 1, 2005) Equilibrium and Media of Exchange in a Convex Trading Post Economy with transaction Costs |
| ROSS M. STARR (August 1, 2005) Commodity Money Equilibrium in a Walrasian Trading Post Model: An Elementary Example |
| Carlos Capistran Carmona (July 1, 2005) Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious? |
| Marc-Andreas Muendler (March 1, 2005) Rational Information Choice in Financial Market Equilibrium |
| Dimitris Politis (March 1, 2005) Higher-order accurate, positive semi-definite estimation of large-sample covariance and spectral density matrices |
| Vincent P. Crawford (February 1, 2005) The Flexible-Salary Match: A Proposal to Increase the Salary Flexibility of the National Resident Matching Program |
| Vincent P. Crawford and Nagore Iriberri (January 1, 2005) Fatal Attraction: Focality, Naivete and Sophistication in Experimental “Hide and Seek” Games |
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PAPERS FROM 2004
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| Sasha O. Becker, Karolina Ekholm, Robert Jackle, and Marc-Andreas Muendler (December 1, 2004) Location Choices and Employment Decisions: A Comparison of German and Swedish Multinationals |
| Hoyt C. Bleakley and Kevin Cowan (December 1, 2004) Maturity Mismatch and Financial Crises: Evidence from Emerging Market Corporations |
| Peter C.B. Phillips, Yixiao Sun, and Sainan Jin (November 1, 2004) Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation |
| Patrik Guggenberger and Yixiao Sun (November 1, 2004) Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation |
| Michael Noel (September 29, 2004) Edgeworth Price Cycles, Cost-based Pricing and Sticky Pricing in Retail Gasoline Markets |
| Graham Elliott and Ulrich K. Mueller (September 28, 2004) Optimally Testing General Breaking Processes in Linear Time Series Models |
| Peter C.B. Phillips, Yixiao Sun, and Sainan Jin (September 28, 2004) Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation |
| Michael D. Noel (September 1, 2004) Edgeworth Cycles and Focal Prices: Computational Dynamic Markov Equilibria |
| Miguel A. Costa-Gomes and Vincent P. Crawford (September 1, 2004) Cognition and Behavior in Two-Person Guessing Games: An Experimental Study |
| Graham Elliott and Ulrich K. Muller (August 1, 2004) Confidence Sets for the Date of a Single Break in Linear Time Series Regressions |
| Marc-Andreas Muendler (August 1, 2004) The Existence of Informationally Efficient Markets When Individuals Are Rational |
| Graham Elliott, Michael Jansson, and Elena Pesavento (June 1, 2004) Optimal Power for Testing Potential Cointegrating Vectors with Known |
| Christopher Bowdler and Eilev S. Jansen (May 1, 2004) Testing for a time-varying price-cost markup in the Euro area inflation process |
| Marc-Andreas Muendler (February 1, 2004) Trade, Technology, and Productivity: A Study of Brazilian Manufacturers, 1986-1998 |
| Marc-Andreas Muendler (February 1, 2004) Estimating Production Functions When Productivity Change Is Endogenous |
| Michael Noel (January 1, 2004) Edgeworth Price Cycles: Evidence from the Toronto Retail Gasoline Market |
| Clive W.J. Granger (January 1, 2004) Time Series Analysis, Cointegration, and Applications |
| Dimitris N. Politis (January 1, 2004) A heavy-tailed distribution for ARCH residuals with application to volatility prediction |
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PAPERS FROM 2003
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| Dimitris N. Politis (December 1, 2003) Model-Free Volatility Prediction |
| Kate Antonovics and Robert Town (November 1, 2003) Are All The Good Men Married? Uncovering the Sources of the Marital Wage Premium |
| Liangjun Su and Halbert White (October 1, 2003) Testing Conditional Independence Via Empirical Likelihood |
| Steven Scroggin (September 1, 2003) Bounded Rationality in Randomization |
| Tae-Hwan Kim and Halbert White (September 1, 2003) On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index |
| Liangjun Su and Halbert White (August 1, 2003) A Consistent Characteristic-Function-Based Test for Conditional Independence |
| Kate Antonovics and Arthur S. Goldberger (July 1, 2003) Do Educated Women Make Bad Mothers? Twin Studies of the Intergenerational Transmission of Human Capital |
| Raffaella Giacomini and Halbert White (June 1, 2003) Tests of Conditional Predictive Ability |
| Kate Antonovics, Peter Arcidiacono, and Randall Walsh (June 1, 2003) Competing Against the Opposite Sex |
| Yixiao Sun (April 1, 2003) Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series |
| Gawon Yoon (January 1, 2003) A simple model that generates stylized facts of returns |
| Kate Antonovics, Peter Arcidiacono, and Randall Walsh (January 1, 2003) Games and Discrimination: Lessons From the Weakest Link |
| Yixiao Sun (January 1, 2003) A Convergent t-statistic in Spurious Regressions |
| Yixiao Sun (January 1, 2003) Spurious Regressions with Stationary Gegenbauer Processes and Harmonic Processes |
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PAPERS FROM 2002
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| Ross M. Starr (November 21, 2002) Existence of Uniqueness of "Money" in General Equilibrium: Natural Monopoly in the Most Liquid Asset |
| Clive W.J. Granger, Timo Teräsvirta, and Andrew J. Patton (November 1, 2002) Common Factors in Conditional Distributions |
| Francisco J. Ruge-Murcia (October 1, 2002) Methods to Estimate Dynamic Stochastic General Equilibrium Models |
| DONALD W. ANDREWS and Yixiao X. Sun (October 1, 2002) Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence |
| Mark J. Machina and Clive W.J. Granger (September 12, 2002) Structurally-Induced Volatility Clustering |
| Raffaella Giacomini, Christian Haefke, Halbert White, and Andreas Gottschling (September 7, 2002) Hypernormal Densities |
| Jesse Bull and Joel Watson (September 1, 2002) Hard Evidence and Mechanism Design |
| Jesse Bull and Joel Watson (September 1, 2002) Evidence Disclosure and Verfiability |
| Graham Elliott and Michael Jansson (July 31, 2002) Testing for Unit Roots with Stationary Covariates |
| Ross M. Starr (June 28, 2002) Monetary General Equilibrium with Transaction Costs |
| Bradley S. Paye and Allan Timmermann (June 19, 2002) How Stable are Financial Prediction Models? Evidence from US and International Stock Market Data |
| Raffaella Giacomini (June 1, 2002) Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods |
| Raffaella Giacomini and Ivana Komunjer (June 1, 2002) Evaluation and Combination of Conditional Quantile Forecasts |
| Joel Watson and Jim Brennan (May 1, 2002) The Renegotiation-Proofness Principle and Costly Renegotiation |
| Graham Elliott and Allan Timmermann (April 29, 2002) Optimal Forecast Combination Under General Loss Functions and Forecast Error Distributions |
| Halbert White and Tae-Hwan Kim (April 1, 2002) Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression |
| Mark J. Machina (March 13, 2002) Robustifying the Classical Model of Risk Preferences and Beliefs |
| Silvia Goncalves and Halbert White (February 25, 2002) Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models |
| Kate L. Antonovics (February 8, 2002) Persistent Racial Wage Inequality |
| Ross M. Starr (January 6, 2002) General Equilibrium in a Segmented Market Economy with Convex Transaction Cost: Existence, Efficiency, Commodity and Fiat Money |
| Xiaohong Chen and Halbert White (January 1, 2002) Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space |
| Joel Watson (January 1, 2002) Contract, Mechanism Design, and Technological Detail |
| Valerie A. Ramey and Neville Francis (January 1, 2002) Is The Technology-Driven Real Business Cycle Hypothesis Dead? Shocks and Aggregate Fluctuations Revisted |
| Clive W.J. Granger and GAWON YOON (January 1, 2002) Hidden Cointegration |
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PAPERS FROM 2001
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| Ulrich Muller and Graham Elliott (December 3, 2001) Tests for Unit Roots and the Initial Observation |
| Alan Schwartz and Joel Watson (December 1, 2001) The Law and Economics of Costly Contracting |
| J E. Rauch and Joel Watson (December 1, 2001) Entrepreneurship in International Trade |
| J E. Rauch and Alessandra Casella (December 1, 2001) Overcoming Informational Barriers to International Resource Allocation: Prices and Ties |
| Andrew J. Patton (November 12, 2001) Estimation of Copula Models for Time Series of Possibly Different Length |
| Ross M. Starr (October 30, 2001) Why Is There Money? Endogenous Derivation of "Money" as the Most Liquid Asset: A Class of Examples |
| Vincent P. Crawford (September 24, 2001) Lying for Strategic Advantage: Rational and Boundedly Rational Misrepresentation of Intentions |
| Robert F. Engle and Kevin K. Sheppard (September 1, 2001) Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH |
| Wouter J. den Haan, Christian Haefke, and Garey Ramey (August 1, 2001) Shocks and Institutions in a Job Matching Model |
| Yann Schorderet (August 1, 2001) Revisiting Okun's Law: An Hysteretic Perspective |
| Mark J. Machina (July 1, 2001) Almost-Objective Uncertainty |
| Ana Maria Herrera and James D. Hamilton (July 1, 2001) Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy |
| Andrew J. Patton (June 1, 2001) Modelling Time-Varying Exchange Rate Dependence Using the Conditional Copula |
| George W. Evans and Garey Ramey (May 1, 2001) Adaptive Expectations, Underparameterization and the Lucas Critique |
| Ivana Komunjer (May 1, 2001) Consistent Estimation for Aggregated GARCH |
| Raffaella Giacomini and Clive W.J. Granger (May 1, 2001) Aggregationn of Space-Time Processes |
| Efstathios Paparoditis and Dimitris N. Politis (March 1, 2001) Unit Root Testing via the Continuous-Path Block Bootstrap |
| Wouter J. den Haan and STEVEN W. SUMNER (March 1, 2001) The Comovements Between Real Activity and Prices |
| Clive W.J. Granger and GAWON YOON (February 20, 2001) Self-Generating Variables in a Cointegrated VAR Framework |
| Michael T. Owyang and Garey Ramey (January 1, 2001) Regime Switching and Monetary Policy Measurement |
| Allan Timmermann (January 1, 2001) Structural Breaks, Incomplete Information and Stock Prices |
| Mikhail Klimenko, Garey Ramey, and Joel Watson (January 1, 2001) Recurrent Trade Agreements and the Value of External Enforcement |
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PAPERS FROM 2000
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| Wouter J. den Haan, Garey Ramey, and Joel Watson (December 1, 2000) Liquidity Flows and Fragility of business Enterprises |
| Julian Betts and Robert Fairlie (December 1, 2000) Explaining Ethnic, Racial, and Immigrant Differences in Private School Attendance |
| Silvia Goncalves and Halbert White (December 1, 2000) Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models |
| Julian Betts (December 1, 2000) The Effects of Unions on Research and Development: An Empirical Analysis Using Multi-Year Data |
| Wouter J. den Haan, Garey Ramey, and Joel Watson (December 1, 2000) Liquidity Flows and Fragility of Business Enterprises |
| Pu Shen and Ross M. Starr (November 2, 2000) Market Makers' Supply and Pricing of Financial Market Liquidity |
| Leora Friedberg and anthony webb (November 1, 2000) The Impact of 401(k) Plans on Retirement |
| Uzi Segal and Joel Sobel (November 1, 2000) Min, Max, and Sum |
| Tae-Hwan Kim, Halbert White, and Douglas Stone (October 1, 2000) Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights |
| Ross M. Starr (October 1, 2000) Why is there Money? Endogenous Derivation of "Money" as the Most Liquid Asset: A Class of Examples |
| Mark J. Machina (September 11, 2000) Payoff Kinks in Preferences Over Lotteries |
| ELENA PESAVENTO (September 1, 2000) Analytical Evaluation of the Power of Tests for the Absence of Cointegration |
| James Douglas Hamilton and Dong Heon Kim (September 1, 2000) A Re-examination of the Predictability of Economic Activity Using the Yield Spread |
| Robert F. Engle and Andrew J. Patton (August 22, 2000) Impacts of Trades in an Error-Correction Model of Quote Prices |
| Richard T. Carson and Robert Cameron Mitchell (August 1, 2000) Public Preferences Towards Environmental Risks: The Case of Trihalomethanes |
| Bruno Broseta, Miguel Costa-Gomes, and Vincent P. Crawford (July 20, 2000) Cognition and Behavior in Normal-Form Games: An Experimental Study |
| Julian Betts and Robert Costrell (July 1, 2000) Incentives and Equity Under Standards-Based Reform |
| Graham Elliott and JAMES H. STOCK (July 1, 2000) Confidence Intervals for Autoregressive Coefficients Near One |
| GEORGE J. BORJAS and Valerie A. Ramey (July 1, 2000) Market Responses to Interindustry Wage Differentials |
| Peter Reinhard Hansen (July 1, 2000) The Johansen-Granger Representation Theorem: An Explicit Expression for I(1) Processes. |
| Niels Haldrup Prof. and Peter Lildholdt (June 8, 2000) On the Robustness of Unit Root Tests in the Presence of Double Unit Roots |
| Niels Haldrup Prof. and Peter Lildholdt (June 5, 2000) Local Power Functions of Tests for Double Unit Roots |
| Vincent P. Crawford and Ping-Sing Kuo (June 5, 2000) A Dual Dutch Auction in Taipei: The Choice of Numeraire and Auction Form in Multi-Object Auctions with Bundling |
| Jesse Bull and Joel Watson (June 1, 2000) Evidence Disclosure and Verifiability |
| Niels Haldrup Prof., Antonio Montanes, and Andreu Sansó (June 1, 2000) Measurement Errors and Outliers in Seasonal Unit Root Testing |
| Michael Jansson and Niels Haldrup Prof. (June 1, 2000) Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach |
| Wouter J. den Haan and Andrew T. Levin (June 1, 2000) Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order |
| Tae-Hwan Kim and Halbert White (May 1, 2000) James-Stein Type Estimator in Large Samples with Application to the Least Absolute Deviations Estimator |
| Julian Betts (May 1, 2000) The Impact of School Resources on Women's Earnings and Educational Attainment: Findings from the National Longitudinal Survey of Young Women |
| Robert F. Engle (May 1, 2000) Dynamic Conditional Correlation - A Simple Class of Multivariate GARCH Models |
| Graham Elliott and Michael Jansson (May 1, 2000) Testing for Unit Roots with Stationary Covariances |
| Tae-Hwan Kim and Halbert White (May 1, 2000) James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator |
| Marvin J. Barth III and Valerie A. Ramey (April 17, 2000) The Cost Channel of Monetary Transmissions |
| Ingolf Dittmann and Clive W.J. Granger (April 1, 2000) Properties of Nonlinear Transformations of Fractionally Integrated Processes |
| Alan Schwartz and Joel Watson (April 1, 2000) Economic and Legal Aspects of Costly Recontracting |
| Christopher Stomberg and Halbert White (April 1, 2000) Bootstrapping the Information Matrix Test |
| Garey Ramey and Joel Watson (April 1, 2000) Conditioning Institutions and Renegotiation |
| Richard T. Carson and Nicholas A. Flores (March 1, 2000) Contingent Valuation: Controversies and Evidence |
| Vincent P. Crawford (January 19, 2000) John Nash and the Analysis of Strategic Behavior |
| Patrice Bertail, Christian Haefke, D N. Politis, and Halbert White (January 1, 2000) A Subsampling Approach to Estimating The Distribution of Diverging Statistics with Applications to Assessing Financial Market Risk |
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PAPERS FROM 1999
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| Richard T. Carson (December 1, 1999) Contingent Valuation: A User's Guide |
| Valentino Dardanoni (December 1, 1999) A Pedagogical Proof of Arrow's Impossibility Theorem |
| Andreas Gottschling, Christian Haefke, and Halbert White (November 1, 1999) Closed Form Integration of Artificial Neural Networks with Some Applications to Finance |
| Ross M. Starr (November 1, 1999) Why is there Money? Convergence to a Monetary Equilibrium in a General Equilibrium Model with Transaction Costs |
| Graham Elliott (October 1, 1999) Estimating Restricted Cointegrating Vectors |
| Giampiero M. Gallo (October 1, 1999) Interest Rate Volatility Regimes and Exchange Rate Behavior in a Target Zone |
| Robert F. Engle and Simone Manganelli (October 1, 1999) CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles |
| Hashem Pesaran and Allan Timmermann (September 1, 1999) Model Instability and Choice of Observation Window |
| Giampiero M. Gallo, Clive W.J. Granger, and Yongil Jeon (August 1, 1999) The Impact of the Use of Forecasts in Information Sets |
| Kang-Oh Yi (August 1, 1999) A Quantal Response Equilibrium Model of Order Statistic Games |
| Garey Ramey and Joel Watson (August 1, 1999) Contractual Intermediaries |
| James E. Kirkley and Dale Squires (July 1, 1999) Capacity and Capacity Utilization in Fishing Industries |
| Alfonso Dufour and Robert F. Engle (June 1, 1999) Time and the Price Impact of a Trade |
| Clive W.J. Granger and Namwon Hyung (June 1, 1999) Occasional Structural Breaks and Long Memory |
| Wouter J. den Haan, Garey Ramey, and Joel Watson (June 1, 1999) Job Destruction and the Experiences of Displaced Workers |
| Clive W.J. Granger and Chor-yiu Sin (June 1, 1999) Modelling the Absolute Returns of Different Stock Indices: Exploring the Forecastability of an Alternative Measure of Risk |
| Leora Friedberg (June 1, 1999) The Impact of Technological Change on Older Workers: Evidence from Data on Computers |
| Uzi Segal and Joel Sobel (June 1, 1999) Tit for Tat: Foundations of Preferences for Reciprocity in Strategic Settings |
| Joel Watson (April 1, 1999) Starting Small and Commitment |
| James E. Rauch and Peter B. Evans (March 1, 1999) Bureaucratic Structure and Bureaucratic Performance in Less Developed Countries |
| J E. Rauch and Joel Watson (March 1, 1999) Starting Small in an Unfamiliar Environment |
| Robert F. Engle (February 1, 1999) Modeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market |
| Tae-Hwan Kim and Halbert White (February 1, 1999) James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator |
| James D. Hamilton (January 1, 1999) A Parametric Approach to Flexible Nonlinear Inference |
| Wouter J. den Haan, Garey Ramey, and Joel Watson (January 1, 1999) Contract-Theoretic Approaches to Wages and Displacement |
| David Riker (January 1, 1999) Educational Attainment as a Determinant of International Trade Flows |
| Halbert White and Yongmiao Hong (January 1, 1999) M-Testing Using Finite and Infinite Dimensional Parameter Estimators |
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PAPERS FROM 1998
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| Robert F. Engle (November 1, 1998) Macroeconomic Announcements and Volatility of Treasury Futures |
| Dale Squires and R. Quentin Grafton (October 1, 1998) Where the Land Meets The Sea: Integrated Sustainable Fisheries Development and Artisanal Fishing |
| Clive W.J. Granger, Namwon Hyung, and Yongil Jeon (October 1, 1998) Spurious Regressions with Stationary Series |
| Valerie A. Ramey and MATTHEW D. SHAPIRO (October 1, 1998) Displaced Capital |
| Ross M. Starr (October 1, 1998) Monetizing Trade: A Tatonnement Example |
| Miguel Costa-Gomes, Vincent P. Crawford, and Bruno Broseta (September 1, 1998) Cognition and Behavior in Normal-Form Games: An Experimental Study |
| Ismael Sanchez (August 1, 1998) Testing for Unit Roots with Prediction Errors |
| CYNTHIA A. BANSAK and Steven Raphael (August 1, 1998) Immigration Reform and the Earnings of Latino Workers: Do Employer Sanctions Cause Discrimination? |
| Steven Raphael and RUDOLF WINTER-EBMER (August 1, 1998) Identifying the Effect of Unemployment on Crime |
| Clive W.J. Granger and Namwon Hyung (July 1, 1998) Introduction to M-M Processes |
| Joel Sobel (July 1, 1998) Manipulation of Preferences and Relative Utilitarianism |
| Ryan Sullivan, Allan Timmermann, and Halbert White (June 1, 1998) Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns |
| Cynthia A. Bansak and Steven Raphael (June 1, 1998) Have Employment Relationships in the United States Become Less Stable? |
| Alejandro Gaviria (May 1, 1998) Increasing Returns and the Evolution of Violent Crime: The Case of Columbia |
| Alejandro Gaviria (May 1, 1998) Intergenerational Mobility, Siblings' Inequality and Borrowing Constraints |
| Partha Deb and PRAVIN K. TRIVEDI (April 1, 1998) Moment-based Estimation of Latent Class Models of Event Counts |
| Asger Lunde, Allan Timmermann, and David Blake (April 1, 1998) The Hazards of Mutual Fund Underperformance: A Cox Regression Analysis |
| Jeffrey Russell and Robert F. Engle (April 1, 1998) Econometric Analysis of Discrete-Valued Irregularly-Spaced Financial Transactions Data Using a New Autoregressive Conditional Multinomial Model |
| Clive W.J. Granger, Bwo-Nung Huang, and Chin W. Yang (April 1, 1998) A Bivariate Causality between Stock Prices and Exchange Rates: Evidence from Recent Asia Flu |
| João Miguel Ejarque (April 1, 1998) Investment Irreversibility and Precautionary Savings in General Equilibrium |
| Robert F. Engle and Asger Lunde (March 1, 1998) Trades and Quotes: A Bivariate Point Process |
| Graham Elliott and TAKATOSHI ITO (February 1, 1998) Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market |
| Steven Raphael, Michael A. Stoll, and HARRY J. HOLZER (February 1, 1998) Are Suburban Firms More Likely to Discriminate Against African-Americans? |
| Julian Betts (February 1, 1998) Educational Crowding Out: Do Immigrants Affect the Educational Attainment of American Minorities? |
| Robert F. Engle and Aaron Smith (January 1, 1998) Stochastic Permanent Breaks |
| Marjorie Flavin and Takashi Yamashita (January 1, 1998) Owner-Occupied Housing and the Composition of the Household Portfolio over the Life Cycle |
| Clive W.J. Granger (January 1, 1998) Extracting Information from Mega-Panels and High-Frequency Data |
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